bcv v1.0.1

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Cross-Validation for the SVD (Bi-Cross-Validation)

Methods for choosing the rank of an SVD approximation via cross validation. The package provides both Gabriel-style "block" holdouts and Wold-style "speckled" holdouts. It also includes an implementation of the SVDImpute algorithm. For more information about Bi-cross-validation, see Owen & Perry's 2009 AoAS article (at http://arxiv.org/abs/0908.2062) and Perry's 2009 PhD thesis (at http://arxiv.org/abs/0909.3052).

Functions in bcv

Name Description
bcv-package Cross-Validation for the SVD (Bi-Cross-Validation)
plot.cvsvd Plot the Result of an SVD Cross-Validation
impute.svd Missing value imputation via the SVDImpute algorithm
cv.svd Cross-Validation for choosing the rank of an SVD approximation.
print.cvsvd Print the Result of an SVD Cross-Validation
summary.cvsvd Summarize the Result of an SVD Cross-Validation
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Details

Date 2015-05-20
License BSD_3_clause + file LICENSE
Encoding UTF-8
NeedsCompilation yes
Packaged 2015-05-21 19:23:21 UTC; ptrck
Repository CRAN
Date/Publication 2015-05-22 07:28:17
Contributors Patrick Perry

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